+27.0%
NFLX vs BMRN
-18.8%
+45.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -8.1% | -1.4% | -6.7% | -7.7% |
| 30D | +1.6% | -5.8% | +7.4% | +3.1% |
| 3M | -7.3% | +16.6% | -23.9% | -10.8% |
| 6M | -21.6% | +7.6% | -29.2% | -23.3% |
| YTD | -18.9% | +10.2% | -29.2% | -21.4% |
| 1Y | -39.1% | +20.2% | -59.3% | -42.7% |
| 3Y | +71.7% | -27.4% | +99.0% | +83.5% |
| 5Y | +27.0% | -16.0% | +42.9% | +27.7% |
| All | +27.0% | -18.8% | +45.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling